Interest Rates Products

 
 
Tick Size Reduced
Countdown to FOMC
Curve Trade Paper
Bundle Futures Launched
 
Interest Rates Product SlateMarket Data and Charts are delayed at least 10 minutes.
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Eurodollar GEZ4 Dec 2014 99.765 +0.005 99.765 99.765 99.765 369
Eurodollar GEH5 Mar 2015 99.745 +0.005 99.745 99.745 99.745 479
Eurodollar GEM5 Jun 2015 99.620 +0.015 99.620 99.620 99.620 440
Eurodollar GEU5 Sep 2015 99.425 +0.025 99.425 99.425 99.425 973
Eurodollar GEZ5 Dec 2015 99.190 +0.03 99.190 99.190 99.190 2081
Eurodollar GEH6 Mar 2016 98.955 +0.035 98.955 98.955 98.955 1310
Eurodollar GEM6 Jun 2016 98.710 +0.04 98.715 98.715 98.710 50
Eurodollar GEU6 Sep 2016 98.465 +0.045 98.460 98.465 98.460 236
10-Year U.S. Treasury Note ZNZ4 Dec 2014 126'205 +0'060 126'200 126'215 126'195 2451
5-Year Deliverable Interest Rate Swap F1UZ4 Dec 2014 - - - - -
10-Year Deliverable Interest Rate Swap N1UZ4 Dec 2014 - - - - -
2-Year Eurodollar Bundle BU2Z4 Dec 2014 - - - - -
3-Year Eurodollar Bundle BU3Z4 Dec 2014 - - - - -
5-Year Eurodollar Bundle BU5Z4 Dec 2014 - - - - -
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Eurodollar GEZ4 Dec 2014 99.765 +0.005 99.765 99.765 99.765 369
Eurodollar GEH5 Mar 2015 99.745 +0.005 99.745 99.745 99.745 479
Eurodollar GEM5 Jun 2015 99.620 +0.015 99.620 99.620 99.620 440
Eurodollar GEU5 Sep 2015 99.425 +0.025 99.425 99.425 99.425 973
Eurodollar GEZ5 Dec 2015 99.190 +0.03 99.190 99.190 99.190 2081
Eurodollar GEH6 Mar 2016 98.955 +0.035 98.955 98.955 98.955 1310
Eurodollar GEM6 Jun 2016 98.710 +0.04 98.715 98.715 98.710 50
Eurodollar GEU6 Sep 2016 98.465 +0.045 98.460 98.465 98.460 236
30-Day Federal Funds ZQZ4 Dec 2014 - - - - 1
2-Year Eurodollar Bundle BU2Z4 Dec 2014 - - - - -
3-Year Eurodollar Bundle BU3Z4 Dec 2014 - - - - -
5-Year Eurodollar Bundle BU5Z4 Dec 2014 - - - - -
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Ultra T-Bond UBZ4 Dec 2014 157'05 +0'03 157'05 157'05 157'05 10
U.S. Treasury Bond ZBZ4 Dec 2014 141'15 +0'03 141'15 141'17 141'14 597
10-Year U.S. Treasury Note ZNZ4 Dec 2014 126'205 +0'060 126'200 126'215 126'195 2451
5-Year U.S. Treasury Note ZFZ4 Dec 2014 119'197 +0'055 119'195 119'202 119'192 607
3-Year U.S. Treasury Note Z3NZ4 Dec 2014 - - - - -
2-Year U.S. Treasury Note ZTZ4 Dec 2014 109'265 +0'007 109'265 109'265 109'262 463
Product Name Code Contract Charts Last Change Open High Low Globex Volume
2-Year Deliverable Interest Rate Swap T1UZ4 Dec 2014 - - - - -
5-Year Deliverable Interest Rate Swap F1UZ4 Dec 2014 - - - - -
10-Year Deliverable Interest Rate Swap N1UZ4 Dec 2014 - - - - -
30-Year Deliverable Interest Rate Swap B1UZ4 Dec 2014 - - - - -
2-Year Euro Deliverable Interest Rate Swap T1EZ4 Dec 2014 - - - - -
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CME Group is the world's leading marketplace for trading short-, medium- and long-term interest rate derivative products. Spanning the entire U.S. dollar-denominated yield curve, our products include futures and options on the most widely followed U.S. interest rate benchmarks: Eurodollars, U.S. Treasury securities, 30-Day Fed Funds, and Interest Rate Swaps. The liquidity, transparency and security of CME Group interest rate markets provide customers around the world with safe, efficient means for managing interest rate risk. Backed by our central counterparty clearing model, we offer powerful solutions to address a wide range of risk management needs.
 

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As the world's leading and most diverse derivatives marketplace, CME Group is where the world comes to manage risk. CME Group exchanges offer the widest range of global benchmark products across all major asset classes, including futures and options based on interest rates, equity indexes, foreign exchange, energy, agricultural commodities, metals, weather and real estate. CME Group brings buyers and sellers together through the CME Globex electronic trading platform and trading facilities in New York and Chicago. CME Group also operates CME Clearing, one of the largest central counterparty clearing services in the world, which provides clearing and settlement services for exchange-traded contracts, as well as for over-the-counter derivatives transactions through CME ClearPort.

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CME Group is the world's leading and most diverse derivatives marketplace. The company is comprised of four Designated Contract Markets (DCMs). Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, NYMEX, and COMEX.